Stock price crashes in emerging markets

Author:

Bai Min,Qin YafengORCID,Zhang Huiping

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference70 articles.

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2. Global private information in international equity markets;Albuquerque;Journal of Financial Economics,2009

3. Illiquidity and stock returns: Cross-section and time-series effects;Amihud;Journal of Financial Markets,2002

4. The illiquidity premium: International evidence;Amihud;Journal of Financial Economics,2015

5. Asset pricing and the bid-ask spread;Amihud;Journal of Financial Economics,1986

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